Dear Barry, Thanks for your response. The code is written in R language.
I had obtained permission from the author C.T. Kelley and the Publisher (SIAM) for releasing the R code under GPL-2 license. I don't understand what else you'd need to study. I can send you the actual email transactions, if you are interested in making this happen. If there is no interest from any of the R-core members, I will just go ahead and release it as a separate package. My only reason for not doing that was that this potentially useful improvement to an already existing and widely-used algorithm will get lost in a sea of 2200+ packages. Best regards, Ravi. ____________________________________________________________________ Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu ----- Original Message ----- From: Barry Rowlingson <b.rowling...@lancaster.ac.uk> Date: Saturday, March 6, 2010 8:04 am Subject: Re: [Rd] Improved Nelder-Mead algorithm - a potential replacement for optim's Nelder-Mead To: Ravi Varadhan <rvarad...@jhmi.edu> Cc: r-devel@r-project.org, Søren Højsgaard <soren.hojsga...@agrsci.dk> > On Fri, Mar 5, 2010 at 8:26 PM, Ravi Varadhan <rvarad...@jhmi.edu> wrote: > > Hi, > > > > I have written an R translation of C.T. Kelley's Matlab version of > the Nelder-Mead algorithm. This algorithm is discussed in detail in > his book "Iterative methods for optimization" (SIAM 1999, Chapter 8). > I have tested this relatively extensively on a number of smooth and > non-smooth problems. It performs well, in general, and it almost > always outperforms optim's implementation of Nelder-Mead. I have > obtained written permissions from both SIAM (publishers of Kelley's > text) and from C.T. Kelley himself to make this publicly available in > R. > > By 'in R' do you mean 'written in R' or 'in the R package as you get > from CRAN'? > > I think the terms and conditions of that permission would need to be > studied if the code can be redistributed and modified, who holds the > copyright, can it be stuck in with R under an open license and so > on... > > > Therefore, speed gains could be achieved if translated into C (I > am not proficient in C). > > Not necessarily - if most of the time is spent in the objective > function then even an instantaneous implementation isn't going to > speed things up enough to be worthwhile. More R users know R than C so > the R implementation is always going to be more useful for R users to > study, tweak, and possibly improve! > > Sounds good though! > > Barry > > -- > blog: > web: > web: > twitter: > pics: ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
